Rate of Convergence in the Weak Invariance Principle for Deterministic Systems

被引:0
|
作者
Marios Antoniou
Ian Melbourne
机构
[1] University of Warwick,Mathematics Institute
来源
关键词
D O I
暂无
中图分类号
学科分类号
摘要
We obtain the first results on convergence rates in the Prokhorov metric for the weak invariance principle (functional central limit theorem) for deterministic dynamical systems. Our results hold for uniformly expanding/hyperbolic (Axiom A) systems, as well as nonuniformly expanding/hyperbolic systems such as dispersing billiards, Hénon-like attractors, Viana maps and intermittent maps. As an application, we obtain convergence rates for deterministic homogenization in multiscale systems.
引用
收藏
页码:1147 / 1165
页数:18
相关论文
共 50 条